Fairly safe. The general rule is to avoid all drugs when pregnant. But depression is a risk in pregnancy too, so these risks must be weighed. If a woman can function without antidepressants during pregnancy, she should. But if she is clinically depressed, most psychiatrists feel that medicating (usually with an ssri) is safer for both mother and baby than leaving the depression untreated.
Pregnant. No antidepressant is safe without balancing risks/benefits, and with your ob/gyn working closely with your prescribing doc., especially during first trimester.